I know there is blunt-force truama, but I'm not a fan of that at all.
You can do the method that was on here and have a few rats for later as well. I believe you need a critter keeper, a cheap cooler (that seals) and some dry ice. Get 4 rats or mice, and put them in the cooler. Then with a critter keeper, put the dry ice in the critter keep. Then put the critter keeper with the dry ice in the cooler, and close the lid. Wait at least five minutes. The mice/rats will go to sleep and not know what happened. The critter keeper lets the CO2 out slow enough that you won't have mice/rats that suffocate immediately.
I forget where the thread was, but if I had to kill my own, I would do it that way. Initial cost would probably be 20ish dollars, and then you would only need to spend a little every time you had to get more dry ice. Plus doing it this way you can do a few at a time, and freeze them for later.
Oh, and put Paper towels down on the cooler bottom just incase of any messes.